$63.48
-0.77 (-1.20%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 22.77% | Sharpe | 1.31 |
| Sortino | 1.92 |
| Beta | −0.77 | Correlation | −0.66 |
| Up capture | 35.07% | Down capture | −261.33% |
| Max Drawdown | −12.26% | Ulcer Index | 4.55 |
| MTD | 3.51% | QTD | 4.46% |
| YTD | 31.67% | Window return | 29.82% |
| Skewness | −0.24 | Excess Kurtosis | 0.59 |
| Omega (θ=0) | 1.24 | Tail Ratio | 1.15 |
| Gain/Pain | 0.24 | Hit Rate | 52.48% |
| Win/Loss | 1.10 | Upside Potential | 0.63 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.36% | -3.16% | -2.24% | -3.22% |
| CVaR (ES) | -2.98% | -4.09% | -2.84% | -3.70% |
| VaR (Cornish-Fisher) | — | — | -2.32% | -3.64% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -12.26% | 2025-10-20 | 2025-11-19 | 2026-01-06 | 22 | 31 |
| -9.21% | 2026-04-23 | 2026-05-15 | 2026-06-29 | 16 | 19 |
| -8.36% | 2025-08-22 | 2025-10-02 | 2025-10-20 | 28 | 12 |
| -6.65% | 2026-07-17 | 2026-08-03 | ongoing | 11 | — |
| -5.13% | 2026-01-15 | 2026-01-28 | 2026-02-13 | 8 | 12 |
| -4.46% | 2026-03-13 | 2026-03-20 | 2026-03-30 | 5 | 6 |
| -4.10% | 2026-03-09 | 2026-03-11 | 2026-03-13 | 2 | 2 |
| -3.02% | 2026-04-09 | 2026-04-17 | 2026-04-20 | 6 | 1 |
| -2.55% | 2026-02-23 | 2026-02-27 | 2026-03-03 | 4 | 2 |
| -2.42% | 2026-03-04 | 2026-03-05 | 2026-03-06 | 1 | 1 |
Worst depth first · lengths in trading days.